In the present work, the Eulerian Large Eddy Simulation of dilute disperse phase flows is investigated. By highlighting the main advantages and drawbacks of the available approaches in the literature, a choice is made in terms of modelling: a Fokker-Planck-like filtered kinetic equation proposed by Zaichik et al. 2009 and a Kinetic-Based Moment Method (KBMM) based on a Gaussian closure for the NDF proposed by Vie et al. 2014. The resulting Euler-like system of equations is able to reproduce the dynamics of particles for small to moderate Stokes number flows, given a LES model for the gaseous phase, and is representative of the generic difficulties of such models. Indeed, it encounters strong constraints in terms of numerics in the small Stokes number limit, which can lead to a degeneracy of the accuracy of standard numerical methods. These constraints are: 1/as the resulting sound speed is inversely proportional to the Stokes number, it is highly CFL-constraining, and 2/the system tends to an advection-diffusion limit equation on the number density that has to be properly approximated by the designed scheme used for the whole range of Stokes numbers. Then, the present work proposes a numerical scheme that is able to handle both. Relying on the ideas introduced in a different context by Chalons et al. 2013: a Lagrange-Projection, a relaxation formulation and a HLLC scheme with source terms, we extend the approach to a singular flux as well as properly handle the energy equation. The final scheme is proven to be Asymptotic-Preserving on 1D cases comparing to either converged or analytical solutions and can easily be extended to multidimensional configurations, thus setting the path for realistic applications.